+825.6%
ROK vs ACM
+250.7%
+575.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +0.9% |
| 7D | -11.5% | +6.9% | -18.4% | -14.4% |
| 30D | -10.0% | +19.1% | -29.1% | -17.7% |
| 3M | -11.4% | -6.9% | -4.5% | -9.4% |
| 6M | -13.7% | -12.0% | -1.7% | -10.0% |
| YTD | +1.0% | -25.1% | +26.2% | +14.0% |
| 1Y | +5.6% | -45.4% | +51.1% | +39.7% |
| 3Y | +59.1% | -6.9% | +66.0% | +58.3% |
| 5Y | +26.1% | +3.7% | +22.4% | +17.9% |
| 10Y | +266.4% | +135.8% | +130.7% | +108.9% |
| All | +825.6% | +250.7% | +575.0% | +278.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling